PCA Index Dashboard Examples

This script was last run at 2024-03-11 13:48:28.072325+00:00 (UTC)
In US/Central Time, this is 2024-03-11 08:48:28.072325-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897988	-0.477039	0.085115	-0.006441	0.546317	0.254862
1997-01-03	-0.886281	-0.477039	-0.156629	0.009089	0.745870	0.205723
1997-01-06	-0.882378	-0.477039	-0.065223	-0.014206	0.778743	0.269641
1997-01-07	-0.882378	-0.456202	-0.130169	-0.045266	0.838361	0.383210
1997-01-08	-0.894086	-0.456202	-0.023128	-0.084091	0.786403	0.496387
...	...	...	...	...	...	...
2024-03-04	-0.819938	-1.477212	-0.834954	1.670809	1.462380	0.115371
2024-03-05	-0.800426	-1.498049	-0.718292	1.670809	1.214639	-0.158854
2024-03-06	-0.816036	-1.529304	-0.713481	1.670809	1.123882	-0.203238
2024-03-07	-0.816036	-1.498049	-0.720697	1.810580	1.133206	-0.250791
2024-03-08	-0.816036	-1.477212	-0.684616	1.810580	1.110572	-0.250791

7183 rows × 6 columns

pc1

DATE
1997-01-02   -0.580232
1997-01-03   -0.686477
1997-01-06   -0.669358
1997-01-07   -0.705789
1997-01-08   -0.675443
                ...   
2024-03-04   -1.656304
2024-03-05   -1.525996
2024-03-06   -1.512649
2024-03-07   -1.532732
2024-03-08   -1.511456
Name: PC1, Length: 7183, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()